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visits member for 3 years, 8 months
seen Oct 9 at 15:55

Feb
23
revised Taylor series expansion (Volatility Trading book) explanation sought
deleted 203 characters in body
Feb
22
revised Taylor series expansion (Volatility Trading book) explanation sought
deleted 15 characters in body
Feb
21
revised Taylor series expansion (Volatility Trading book) explanation sought
I changed small delta to capital delta as this is the more common notation and also like in the book mentioned, some minor change to subscripts in addition
Jan
24
revised Robust-Bayesian optimization in Markowitz framework
Added the next equation in the Golts and Jones (2009) working paper and numbering of the equations
Jan
24
revised Robust-Bayesian optimization in Markowitz framework
now the derivation is more precise, also improved formatting
Jan
24
revised Robust-Bayesian optimization in Markowitz framework
added 47 characters in body
Jan
23
revised Robust-Bayesian optimization in Markowitz framework
Better wording and notation
Jan
23
revised Robust-Bayesian optimization in Markowitz framework
added 3 characters in body
Jan
23
revised Robust-Bayesian optimization in Markowitz framework
Better formatting and wording
Jan
23
revised Robust-Bayesian optimization in Markowitz framework
Better formatting and wording
Jul
5
revised How to represent constraints for optimization problems in a data model?
Mentioning now also free/open source software.
Jul
5
revised How to represent constraints for optimization problems in a data model?
added 96 characters in body
Mar
9
revised Python library for Portfolio Optimization
Less offensive remark because of hyperlink restriction